Modules running in the period selected: 34.
Click on the module to see the timetable and course details.
Di seguito sono elencati gli eventi e gli insegnamenti di Terza Missione collegati al docente:
Topic | Description | Research area |
---|---|---|
JEL C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models;Diffusion Processes;State Space Models | Robust estimation of model coefficients applied to financial and energy data odered by time. Analysis and prediction of prices collected on financial and electricity markets. |
Quantitative Methods for Economics
Multiple or Simultaneous Equation Models; Multiple Variables |
JEL C53 - Forecasting and Prediction Methods;Simulation Methods | Statistical methods for short-term prediction of time series. Evaluation of forecasting performance using computer simulated data. |
Quantitative Methods for Economics
Econometric Modeling |
JEL C58 - Financial Econometrics | Covers studies related to econometric modeling of financial markets. Analysis of econometric models with continuous time and its applications in finance. Robust estimates for volatility models of financial returns. |
Quantitative Methods for Economics
Econometric Modeling |
JEL Q43 - Energy and the Macroeconomy | Statistical analysis of energy efficiency and intensity observed at country and regional level. Concentration indexes are applied and decomposed to improve the economic interpretation of the output. |
Enviromental Economics, Energy Economics, Sustainability and Development
Energy |
JEL Q47 - Energy Forecasting | Forecasting energy prices by the estimation of models which capture possible non-linear time evolution of prices. |
Enviromental Economics, Energy Economics, Sustainability and Development
Energy |
MSC 62F35 - Robustness and adaptive procedures (parametric inference) | Robust estimation of model parameters which are not affected by the presence of outlying observations. Outlier detection through forward search methods. |
Quantitative Methods for Economics
Parametric inference |
Office | Collegial Body |
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Comitato scientifico del Smart Energy Management. Gestire i processi di efficienza energetica in azienda - Department Management | |
member | Consiglio dei Corsi di Laurea e Laurea Magistrale con sede a Verona |
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